Large deviations of generalized method of moments and empirical likelihood estimators

DOI10.1111/j.1368-423X.2011.00346.xzbMath1218.62023OpenAlexW2111899575MaRDI QIDQ3018508

Taisuke Otsu

Publication date: 27 July 2011

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1368-423x.2011.00346.x

zbMATH Keywords

generalized method of momentslarge deviationsempirical likelihood

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Nonparametric estimation (62G05) Large deviations (60F10)

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• Moderate deviations of generalized method of moments and empirical likelihood estimators
• Large deviation and other results for minimum contrast estimators
• Empirical likelihood and general estimating equations
• Moderate deviations of minimum contrast estimators under contamination
• An Information-Theoretic Alternative to Generalized Method of Moments Estimation
• Information Theoretic Approaches to Inference in Moment Condition Models
• Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators

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